I’m talking less about the reality, and more about people’s perception, I guess? The perception is that sovereignty and freedom are directly tied to democracy (which may or may not be the case, of course). As you point out, no one directly elects the PM, they elect the party in power in the parliament, which is very similar to how the EU is run (am I correct there?). But the assumption is that the national government, elected by the majority is more democratically elected somehow when compared to the people in Brussels (who are appointed by the EU parliament, yes or no?). Although in reality, it looks like the same level of democratic participation, the perception is that it’s not the same level of democratic participation…
So, I’m saying that people feel when the vote for the governemnt on a national level, they feel it’s more democratic than it is, while Brussels feels less democratic (when it’s about the same amount of democracy).
I do find that those two terms, sovereignty and freedom, to be rather vague terms, when used in political speech. More so than democracy is. At least you can pin democracy down to a kind of practice, in general terms. Sovereignty and freedom are harder to define than that, I think.